+19.6%
PGR vs CAG
-5.5%
+25.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.0% | -3.5% | +0.9% |
| 7D | +4.1% | +9.7% | -5.6% | +1.6% |
| 30D | +10.4% | +15.8% | -5.3% | +6.3% |
| 3M | +11.4% | +1.8% | +9.6% | +10.7% |
| 6M | +17.9% | +11.5% | +6.4% | +14.1% |
| YTD | +9.8% | -6.7% | +16.5% | +9.0% |
| All | +19.6% | -5.5% | +25.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling